-21.9%
AS vs TLN
-17.2%
-4.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.8% | -0.2% | +3.0% |
| 7D | -4.9% | +7.1% | -12.0% | -5.9% |
| 30D | -19.6% | -3.9% | -15.7% | -19.5% |
| 3M | -14.4% | -16.2% | +1.8% | -12.5% |
| 6M | -20.1% | -5.8% | -14.3% | -20.7% |
| YTD | -20.9% | -15.4% | -5.5% | -20.9% |
| 1Y | -21.9% | -16.7% | -5.2% | -18.9% |
| All | -21.9% | -17.2% | -4.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling